CrashTestYourStrategy

How to Describe Your Strategy

The clearer your rules, the more accurate the strategy compilation.

The Core Principle

Our system is a formal rule compiler, not a mind reader. Think of it like a vague chart description vs a measurable rule:

Won't Work

"Buy when the trend looks strong"

Works

Buy when 50-day SMA crosses above 200-day SMA

If a human couldn't backtest this without interpretation, neither can we.

What NOT to Write

These phrases require human judgment or pattern recognition that cannot be expressed as fixed rules:

Avoid ThisWhy It Fails
"Ride the trend"What defines "trend"? No measurable condition.
"When momentum feels weak"Subjective assessment, not quantifiable.
"Buy at support"Support levels require visual interpretation.
"Strong volume""Strong" relative to what? No threshold given.
"Higher highs / lower lows"Price structure pattern, not a fixed rule.
"Exit when trend weakens"Discretionary judgment, not formalizable.
"When it looks like a reversal"Visual pattern recognition required.

How to Rewrite Ambiguous Ideas

Every vague concept has a formal equivalent. Here's how to translate:

Trend Definition

"Ride the trend""Enter long when EMA(50) > EMA(200) and ADX > 25"
"Uptrend""Price > SMA(200)" or "EMA(20) > EMA(50)"
"Strong trend""ADX > 25" or "ADX > 40"

Momentum

"Momentum weakening""RSI is falling" or "RSI < 50"
"Overbought""RSI > 70"
"Losing steam""MACD histogram < 0" or "RSI falling for 3 bars"

Support/Resistance (Approximations)

"Buy at support""Buy when price touches lower Bollinger Band"
"Sell at resistance""Sell when price > upper Bollinger Band"
"Breakout""Price crosses above Donchian(20) upper"

Patterns That Work

These forms compile reliably:

Basic Comparisons

RSI(14) < 30

ADX > 25

MACD > 0

Crossovers

SMA(20) crosses above SMA(50)

MACD crosses below signal

Price crosses above EMA(200)

Entry Conditions (AND)

RSI < 30 and price > SMA(200)

ADX > 25 and EMA(20) > EMA(50)

All entry conditions must be true at the same time.

Exit Conditions (OR)

RSI > 70 or MACD crosses below signal

Price < SMA(200) or ADX < 20

Any single exit condition triggers the exit.

Temporal Conditions

ADX is rising1-bar comparison
RSI is falling1-bar comparison
ADX rising for 3 barsexplicit duration

"Rising/falling" compares current to previous bar. For specific durations, use "rising for N bars".

Complete Strategy Examples

Copy these patterns and modify to your needs:

RSI Mean Reversion

Buy when RSI(14) < 30, sell when RSI(14) > 70. 5% stop loss.

Moving Average Crossover with Trend Filter

Enter long when SMA(20) crosses above SMA(50) and price > SMA(200). Exit when SMA(20) crosses below SMA(50). 3% stop loss, 9% take profit.

ADX Trend Following

Buy when ADX > 25 and ADX is rising. Sell when ADX is falling or ADX < 20. 5% stop loss.

Bollinger Band Bounce

Buy when price < lower Bollinger Band and RSI < 35. Sell when price > middle Bollinger Band or RSI > 65. 4% stop loss.

MACD Momentum

Go long when MACD crosses above signal line and MACD > 0. Exit when MACD crosses below signal line. 2% stop loss, 6% take profit.

Why We Refuse to Guess

Other systems might try to interpret vague language. We don't. Here's why:

1.

Guessing creates false confidence

If we guess what "strong trend" means and get it wrong, your backtest results are meaningless.

2.

Backtests require deterministic rules

Every bar must have a clear yes/no decision. Ambiguity breaks this.

3.

Traders lose money when ambiguity is hidden

A strategy that "worked in backtesting" but was based on misinterpreted rules is worse than no strategy.

When we can't formalize something, we tell you. That's not a weakness — it's integrity.

Quick Reference

Supported Operators

greater_thanRSI > 70
less_thanRSI < 30
crosses_aboveSMA crosses above
crosses_belowMACD crosses below
risingADX is rising
fallingRSI is falling
rising_forrising for 3 bars
falling_forfalling for 5 bars

Common Indicators

Trend:SMA, EMA, DEMA, HMA, Supertrend
Momentum:RSI, MACD, Stochastic, CCI
Volatility:ATR, Bollinger, Keltner, Donchian
Trend Strength:ADX, +DI, -DI, Aroon
Volume:OBV, MFI, CMF, VWAP(not yet supported)

How conditions are evaluated

Entry: AND logic — all conditions must be true simultaneously to open a position. This ensures unambiguous, reproducible entry signals.

Exit: OR logic — any single condition triggers an exit. This reflects how traders actually manage risk: you want to get out if any warning signal fires, not wait for all of them.

The Bottom Line

Formal strategies demand formal language.

The more precise your description, the higher the confidence score, the more accurate the backtest, the more meaningful the robustness test.

Ambiguous language lowers your confidence score. Rewriting with explicit thresholds increases it.

When in doubt, ask yourself: "Could I explain this rule to someone who has never seen a chart?"
If yes, we can parse it. If no, rewrite it with specific indicators and thresholds.

Not sure where to start?

Browse pre-computed backtest results for 12 common strategies — from SMA crossovers to RSI mean reversion, MACD, Bollinger Bands, and buy-and-hold benchmarks.

View Strategy Catalog →